The warning come from mysqlnd_connect() call that nothing knows about such PDO feature...

Maybe there needs to be a way for it to know? Either way, it's highly annoying 
since there is very little ways to handle it.

Same error on OSX version 3.5.10

Same problem on Windows 7 x64

In php 5.3.23 this did not happen upon disconnects and such, eventough we never set the mode, now though in PHP 5.6.3 it does happen even if we change the modes, with the following simple code.

	$sHostName = "";
	$sUserName = "";
	$sPassword = "";
	$sDefaultDb = "";
	$sTestQuery = " SELECT NOW()";

	$iPort = 3306;
	

	$oDb = new PDO(
		'mysql:host='.$sHostName.';port=' . $iPort,
		$sUserName,
		$sPassword
	);
	$oDb->setAttribute(
		PDO::ATTR_ERRMODE, 
		PDO::ERRMODE_EXCEPTION
	);
	var_dump($oDb->getAttribute(PDO::ATTR_ERRMODE) === PDO::ERRMODE_EXCEPTION);
	$sQuery = "SET WAIT_TIMEOUT = 1";
	$oResult = $oDb->prepare( $sQuery );
	$oResult->execute();
	$sQuery = "use " . $sDefaultDb;
	$oResult = $oDb->prepare( $sQuery );
	$oResult->execute();

	sleep(3);

	$oResult = $oDb->prepare( $sTestQuery );
	$oResult->execute();

	while ($aRow = $oResult->fetch( PDO::FETCH_ASSOC ))
	{
		var_dump($aRow);
	}

I get the following warnings: 
Warning: PDOStatement::execute(): MySQL server has gone away in pdotest.php on line 31
Warning: PDOStatement::execute(): Error reading result set's header in pdotest.php on line 31

And then the expected exception
Fatal error: Uncaught exception 'PDOException' with message 'SQLSTATE[HY000]: General error: 2006 MySQL server has gone away' in pdotest.php on line 31


Same goes for silent mode, so whats the point of these modes then ;)

This error is present in 5.6.4.

PDO::__construct emits an E_WARNING despite passing PDO::ATTR_ERRMODE option to it:

$pdo = new PDO('mysql:host=foo;dbname=bar', 'user', 'pass', [PDO::ATTR_ERRMODE => PDO::ERRMODE_EXCEPTION]);

Expected Result:
----------------
PDOException - MySQL server has gone away

Actual Result:
--------------
E_WARNING: PDO::__construct(): MySQL server has gone away

This issue is present in PHP 7.1 and PHP 7.2.

It can be caught by a Global Exception handler, however there is no way clear way to distinguish between a code error and "MySQL has gone away" or similar.

Can no longer reproduce this (incorrect socket path throws a PDOException for me), and checking the code, we do promote any warnings thrown during the construction into exceptions.